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Modeling financial markets using copula functions

โœ Scribed by Persons, Patrick ;Jadin, Mark ;Woychik, Jennifer


Book ID
124061052
Publisher
IOS Press
Year
2012
Tongue
English
Weight
439 KB
Volume
7
Category
Article
ISSN
1574-1699

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Spatial contagion between financial mark
โœ Fabrizio Durante; Piotr Jaworski ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 333 KB

## Abstract A method is proposed for defining and investigating spatial contagion between two financial markets __X__ and __Y__ by using the information contained in their copula. A practical illustration of the introduced method is also given by examining the presence of contagion among two Europe